VaRRequest

CompanyFinancial DataMarket DataResearchAnalyticsQuantBacktestingPortfolio ManagementMCPAI Agents

Properties

Name	Type	Description
method	string
returns	object
portfolio_value	object
portfolio_std	object
confidence	number
holding_period	integer

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://artifacts.apis.io/fincept-in/json-schema/fincept-in-quantlib-api-core-va-rrequest-schema.json",
  "title": "VaRRequest",
  "x-generated": "2026-11-10",
  "x-method": "derived",
  "x-generator": "derive-json-schema.py",
  "x-source": "openapi/fincept-in-quantlib-core-api-openapi.yml#/components/schemas/quantlib_api__core__VaRRequest",
  "properties": {
    "method": {
      "type": "string",
      "title": "Method"
    },
    "returns": {
      "anyOf": [
        {
          "items": {
            "type": "number"
          },
          "type": "array"
        },
        {
          "type": "null"
        }
      ],
      "title": "Returns"
    },
    "portfolio_value": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "title": "Portfolio Value"
    },
    "portfolio_std": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "title": "Portfolio Std"
    },
    "confidence": {
      "type": "number",
      "title": "Confidence",
      "default": 0.95
    },
    "holding_period": {
      "type": "integer",
      "maximum": 10000.0,
      "minimum": 1.0,
      "title": "Holding Period",
      "default": 1
    }
  },
  "type": "object",
  "required": [
    "method"
  ]
}

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